King of Pop's former physician speaks to Anderson Cooper as the court begins questioning potential jurors for family's case against the promotions company

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Dr. Conrad Murray listens as the jury returns with a guilty verdict in his involuntary manslaughter trial Nov. 7, 2011.

Conrad Murray continues to argue his innocence.

The former physician of Michael Jackson, who was convicted in the King of Pop's death and sentenced to four years for manslaughter, spoke about the case for the first time since being put behind bars through a phone interview with Anderson Cooper for CNN's "360" Tuesday--the same day jury selection began for the Jackson family's trial against AEG Live.

Michael Jackson's Evolving Style

"I'm an innocent man, Anderson. I maintain that innocence. I must tell you, I'm extremely sorry that Michael has passed," Murray says, "It's a tremendous loss for me, it's a burden I've been carrying for the longest while and it's a burden I will carry for an indefinite period of time."

He continued, "The loss is just overwhelming. He was very close to me, I was close to him, we were absolutely great friends."

Murray is appealing his case, saying he wasn't given proper due process and that the "judge was not impartial," but if he should never get his medical license back, he says, "I want to continue to contribute to humanity and this world in a very significant way."

What does that mean? Well, he began to sing a song to try to explain, but there was still no clarification and even Cooper didn't know how to take it.

Meanwhile, Katherine Jackson's lawsuit against AEG Live for negligence in the improper supervision of Murray over the health of Jackson during preparation for his "This Is It" tour prior to his death kicked off Tuesday.

By late in the afternoon, two groups of 35 prospective jurors had been taken in and each asked to answer a 24-page questionnaire of close to 120 questions to determine their knowledge and bias surrounding the case, according to Yahoo!

Selected jurors and lawyers from both sides are expected to meet back in court on April 10 to make the final jury selection.